+274.3%
CAH vs MSFU
+76.3%
+198.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | -0.5% |
| 7D | +5.4% | -5.7% | +11.1% | +5.5% |
| 30D | +3.3% | +4.2% | -0.9% | +3.2% |
| 3M | +22.8% | +27.9% | -5.1% | +22.1% |
| 6M | +11.3% | +37.1% | -25.9% | +10.2% |
| YTD | +21.1% | -7.4% | +28.5% | +22.0% |
| 1Y | +67.2% | -19.6% | +86.8% | +69.1% |
| 3Y | +195.6% | +33.2% | +162.4% | +179.6% |
| All | +274.3% | +76.3% | +198.0% | +254.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MSFU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling